+318.0%
SPYM vs FERG
+351.3%
-33.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.8% | -2.6% | +1.8% | -0.3% |
| 30D | -1.1% | -8.9% | +7.8% | +0.5% |
| 3M | +3.9% | -2.0% | +5.9% | +4.1% |
| 6M | +13.6% | -3.2% | +16.8% | +13.9% |
| YTD | +12.7% | +1.5% | +11.2% | +12.0% |
| 1Y | +17.6% | +0.5% | +17.1% | +16.8% |
| 3Y | +77.2% | +50.4% | +26.8% | +63.6% |
| 5Y | +84.1% | +68.7% | +15.4% | +64.8% |
| All | +318.0% | +351.3% | -33.3% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling